Welcome to Statistics 742

Welcome to Statistics 742, FALL 2008

Prof. Prem Goel

CURRENT ANNOUNCEMENTS:

● The Take-Home portion of the Final Exam is now posted.
You will need it to answer problems on the In-Class Portion of the Final Exam.

● The In-Class portion of the Final Exam will be on Wednesday, December 10th during 11:30AM - 1:18 PM.
This is a closed book, closed notes exam.
You can bring in One 8.5"x11" two-sided cheat sheet, if you wish.

COURSE INFORMATION:

● The class meets in Caldwell Laboratory 220, 1:00-2:48 Tues & Thurs.

● FA08 SYLLABUS

● Text Book: Monahan, J.F. (2008) A Primer on Linear Models, Chapman and Hall/CRC

1) Errata Sheet for text Book

● COURSE INSTRUCTOR

   Prof. Prem Goel
   Office: Cockins Hall 204c, Phone: 292-8110
   E-mail: goel@stat.osu.edu
   OFFICE HOURS:M,W 11:30-12:30    Finals Week HOURS:M 11:30AM-12:30PM, T 01:00-2:30PM

● COURSE GRADER

   Aaron Quan
   Office: Math Building Room 417
   E-mail: quan.19@osu.edu
   OFFICE HOURS:M,W 3:30-4:30PM    Finals Week HOURS:M 3:30-4:30, W 10:00-11:00

● LECTURES:

1) Introduction and Classification of General Linear Models

2) Linear Algebra Concepts

3) Outline- Estimation in General Linear Model

4) Restricted Least Squares Estimation

5) Two-Way ANOVA models: Orthogonality of Linear Spaces of Estimated Parametric Functions

6) Intro to Inference in GLM

7) Invariance of F-statistic for different specifications of same linear hypothesis

8) TwoWay ANOVA with unequal number of observations

● SUPPLEMENTARY READING MATERIAL:

1) Statistical Proofs of Some Matrix Theorems by C.R. Rao

2) History of Use of Geometry in GLM by D.G. Herr

● HOMEWORK ASSIGNMENTS:

    NOTE: Due to a large class size, not all problems in an assignment will be checked for accuracy.
    Each time, the grader will select 3 or 4 problems at random to check carefully.
    The remaining problems will be checked only for Attempted/Not Attempted.

1) Home Work Assignment #1, Due on Tuesday, Oct. 14, 2008

2) Home Work Assignment #2, Due on Friday, Oct. 17, 2008, by 5:00PM in Aaron Quan's mailbox

3) Home Work Assignment #3, Due on Friday, Oct. 24, 2008, by 5:00PM in Aaron Quan's mailbox

4) Home Work Assignment #4, Due on Friday, Nov. 6th, 2008 by 5:00PM in Aaron Quan's mailbox

5) Home Work Assignment #5, Due on Thursday, Nov. 20th, 2008 by 5:00PM in Aaron Quan's mailbox

6) Home Work Assignment #6, Due on Tuesday, Nov. 25th, 2008 by 5:00PM in Aaron Quan's mailbox

7) Home Work Assignment #7, Due on Friday, Dec. 5th, 2008 by 5:00PM in Aaron Quan's mailbox

● HOMEWORK SOLUTIONS:

1) Solution to Home Work #1

2) Solution to Home Work #2

3) Solution to Home Work #3

4) Solution to Home Work #4